My best advice to get you started is, if possible, find an experienced group that can take in another member, you'll learn faster that way. If not, get a group of buddies together to form your own but you'll have to learn things from scratch.

The current edition is the 4th and you'll need 3 core rulebooks, Player's Handbook. Dungeon Master's Guide and Monster Manual. If you are a new player that have managed to joined a group, you'll only need the Player's Handbook. Buy the other two if you and your buddies are new to the game and someone will have to be the dungeon master (DM).

I'm not sure what is the price of these books in KL but I'm willing to guess that each book will probably cost about RM100-200 (depending on which shop too). Best way to find a group is to ask around game shops that sell these books.

New to all this but have played almost all the Forgotten Realms cRPG since Baldur's Gate. Anyone running a Forgotten Realms campaign and would like to include a newbie? 

I'll roll a Human Ranger who has one too many knocks on the head and has a pet hamster.

AD&D 2nd Edition to me feels more crunchy than 4E if you ask me 
By the way, you can now download the Quick Start rules and a free adventure for D&D 4E *legally* from the Wizards web site. Grab it while you still can. 
Yep, Savage Worlds is a nice and fast system but is it for sell in Malaysia? I would really like to know where? 

And if you really want to go fluff then try Exalted or any other White Wolf game. 

But again, getting a group is more important.